Dear All,
I am planning to compute the product--integral of a matrix function
A[t] : [0,+inf) -> R^[dxd]
over an interval [0,T].
Is there a Mathematica package able to compute product--integrals? In fact, is
there any other way rather than using the definition in order to
approximate a product--integral? I was thinking of something analogous
to Pade approximations for the matrix exponential, but I don't know if
such a thing exists.
Many thanks,
Kyriakos
--
Kyriakos Chourdakis
University of London
Queen Mary
London E1 4NS
URL: http://www.qmul.ac.uk/~te9001
Tel: +44 207 7882 5086